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Kolmogorov Equations for Stochastic Pdes
Paperback
Series: Advanced Courses in Mathematics - Crm Barcelona
General ComputersGeneral MathematicsProbability & Statistics
ISBN13: 9783764372163
Publisher: Springer Nature
Published: Dec 15 2004
Pages: 182
Weight: 0.62
Height: 0.42 Width: 6.14 Depth: 9.21
Language: English
This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. Several properties of corresponding transition semigroups are studied, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariantg measures. Moreover, the transition semigroups are interpreted as generalized solutions of Kologorov equations.
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